Rocky Mountain Super Premium Pellets Rocky Mountain Pellet out of Walden, Colorado. These pellets have low enough ash (less than 1/2 of 1%) to be classified as super premium, a new standards category defined by the Pellet Fuels Institue (PFI). Commitment to Quality Rocky Mountain Pellet Company is a pellet company first. We founded our company to produce the finest pellets in the industry. Most other pellet manufacturers started their business as a side line to rid themselves of waste. Pellets are not their main focus.